HOW did this paper not get desk rejected? -0.99 headline R^2 is based on regressing SMOOTHED data -Smoothing used a two-sided LOWESS that could see values from the future -Time window of smoothing greater than the time lag to response variable Utterly worthless study. https://twitter.com/SaadOmer3/status/1263958316104814593 …
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Replying to @quantian1
can we still call it a "leading indicator" when your prediction horizon is fully contained within itself
11:24 AM - 28 May 2020
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